Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29741.06 >= 1 Yr <= 2 Yr 1400.83 91-180 Days CB-1 4853.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 107526.78 >= 1 Yr <= 2 Yr 15495.27 30-90 Days CB-2 12316.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 71961.19 >= 1 Yr <= 2 Yr 4867.91 Open CB-3 3521.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 41858.35 >= 1 Yr <= 2 Yr 3971.79 91-180 Days E-1 2387.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 100753.80 >= 1 Yr <= 2 Yr 7901.67 Open E-2 4212.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 36812.21 >= 1 Yr <= 2 Yr 2770.01 <30 Days G-1 3198.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 49395.83 >= 1 Yr <= 2 Yr 7095.88 91-180 Days G-2 9143.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112243.73 >= 1 Yr <= 2 Yr 8032.57 Open G-3 19630.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70744.10 >= 1 Yr <= 2 Yr 7824.69 30-90 Days IG-1 5956.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 61524.74 >= 1 Yr <= 2 Yr 1222.30 Open IG-2 136.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 46901.77 >= 1 Yr <= 2 Yr 1426.18 91-180 Days S-1 328.27 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 86915.39 >= 1 Yr <= 2 Yr 2629.29 Open S-2 10481.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 76547.76 >= 1 Yr <= 2 Yr 1112.74 30-90 Days S-3 12445.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 88016.13 >= 1 Yr <= 2 Yr 12514.31 Open S-4 2039.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 44904.38 >= 1 Yr <= 2 Yr 2546.83 91-180 Days S-5 7346.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 43592.33 >= 1 Yr <= 2 Yr 2237.78 30-90 Days S-6 4338.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 50754.18 >= 1 Yr <= 2 Yr 5770.17 <30 Days S-7 1081.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 88424.30 >2 Yr <= 3 Yr 2236.48 <30 Days A-0-Q 16477.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 31541.58 >2 Yr <= 3 Yr 3325.15 91-180 Days A-1-Q 5986.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21989.36 >2 Yr <= 3 Yr 2757.58 Open A-2-Q 3722.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 64230.76 >2 Yr <= 3 Yr 7432.00 91-180 Days A-3-Q 10113.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 22423.35 >2 Yr <= 3 Yr 2543.63 91-180 Days A-4-Q 884.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 12673.80 >2 Yr <= 3 Yr 117.85 Open A-5-Q 2207.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 92815.74 >2 Yr <= 3 Yr 12633.72 91-180 Days CB-1-Q 17038.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70325.25 >2 Yr <= 3 Yr 10188.99 91-180 Days CB-2-Q 13456.02 Yes Liberty International Finance Ltd. Finance